Programming language to learn for automated trading?

[Kevin Schmit]

Quote from 377OHMS:

My 64-bit box with 64-bit OS and 64-bit MATLAB has 24-GB ram and works comfortably with about 30 GB loaded (with a fast drive).

You can quite efficiently get around memory limitations on 64 bit Matlab by using memmapfile. An entire day's worth of TAQ data should not be a problem.

 

[rosy2]

Quote from C99:

Free, full 3 course intro to CS from stanford. prob 50+ hrs of video lectures and all other course material. they use Java as learning language.

http://see.stanford.edu/see/courses.aspx

very cool stanford, thanks.

there's some cool ones coming up soon

http://www.pgm-class.org/
http://www.infotheory-class.org/
http://www.game-theory-class.org/
http://www.nlp-class.org/
http://www.crypto-class.org/
http://www.algo-class.org/

 

[377OHMS]

Quote from Kevin Schmit:

You can quite efficiently get around memory limitations on 64 bit Matlab by using memmapfile. An entire day's worth of TAQ data should not be a problem.

Yep.

Up to 256TB on 64-bit systems provided that much memory is available (or virtual).